Cannot reproduce this, can you provide any more details? In fact this is how the desktop shortcuts work.
https://github.com/ValveSoftware/steam-for-linux requests additional information that would be helpful in troubleshooting issues like this.
More details ? http://i.imgur.com/XbLBA.png
What can I give more ?
Team Fortress 2 is ID 440. You don't have this installed. Team Fortress 2 BETA (which is what you DO have installed) is ID 520. They are different app IDs.
Nothing extracted yet.
steam steam://run/440
It try to install the game again.